+138.4%
WDAY vs CNH
+32.2%
+106.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.3% |
| 7D | -2.5% | -1.7% | -0.8% | -2.1% |
| 30D | +4.7% | -7.2% | +11.9% | +6.5% |
| 3M | +13.3% | +6.5% | +6.8% | +10.3% |
| 6M | +57.3% | +7.9% | +49.4% | +50.9% |
| YTD | -10.2% | +26.6% | -36.8% | -19.4% |
| 1Y | -14.1% | +13.8% | -27.8% | -20.4% |
| 3Y | -11.7% | +9.2% | -20.9% | -19.8% |
| 5Y | -33.5% | -15.6% | -17.9% | -36.1% |
| 10Y | +133.1% | +119.2% | +13.9% | +54.5% |
| All | +138.4% | +32.2% | +106.2% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling